Authorities have set up checkpoints round an Oregon wildlife refuge that's being held by an armed group, a day after one of the occupiers was killed in a traffic stop.

Five other members of the anti-government militia, including their leader Ammon Bundy, were arrested during Tuesday's confrontation.

Activists named the person killed as Robert LaVoy Finicum, a key figure within the group.

The FBI and Oregon State Police said they were setting up checkpoints near the refuge on Wednesday.

Only ranchers who own property in specific areas would be allowed to pass, said officials.

FBI special agent Greg Bretzing told a news conference the armed activists had been afforded ample opportunity to leave the refuge peacefully.

"They chose, instead, to threaten the very America they profess to love, with violence, intimidation and criminal acts," he said.

The armed group took over the remote Malheur National Wildlife Refuge on 2 January as part of a long-running dispute over public land use.

Bundy, 40, a rancher, was reportedly on his way to a community meeting when authorities stopped his vehicle on Highway 395.

His 43-year-old brother, Ryan Bundy, suffered a minor gunshot wound during the arrests, the Oregonian newspaper reported. It is unclear who fired the first shot.

The Bundy brothers' father, Cliven Bundy, wrote on his Facebook page that Mr LaVoy Finicum "was Shot and murdered in Cold blood today in Burns Oregon".

Separately two men linked to the armed siege of the refuge were arrested in Burns, the Oregon town closest to the reserve.

Another of the occupiers, Jon Eric Ritzheimer, 32, turned himself into police in Arizona.

Video:Oregon Occupier Turns Himself In

Each will face a federal felony charge of conspiracy to impede federal officers from discharging their official duties through the use of force, intimidation or threats, authorities said.

Jason Patrick, one of the leaders of the occupation, told Oregon Public Broadcasting five or six group members remain inside the refuge.

The group said they seized the reserve at the request of a rancher who wanted to graze his cattle on federal property, but was stopped from doing so when the US Fish and Wildlife Service put up a fence last year.

They also said they were protesting the jailing of two local ranchers who were convicted of arson. Both ranchers have distanced themselves from the movement.

The occupation is the latest flare-up in a decades-old conflict over the US government's control of millions acres of land in the West.

In 2014 Cliven Bundy, 69, was involved in an armed standoff with federal authorities over unpaid cattle grazing fees at his Nevada ranch.